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Nursultanov, Medet; Tzou, Justin C.; Tzou, Leo

On the mean first arrival time of Brownian particles on Riemannian manifolds. (English. French summary) Zbl 1473.58021

J. Math. Pures Appl. (9) 150, 202-240 (2021).
The paper under review develops an approach to computing an asymptotic expansion of mean first arrival time for Brownian particles on 3-dimensional compact Riemannian manifolds with boundary. This approach is based on geometric microlocal techniques. The present results could be regarde as a 3-dimensional version of earlier results on planar domains obtained by H. Ammari et al. [ibid. (9) 97, No. 1, 66–84 (2012; Zbl 1252.35116)].
Reviewer: Daniel Beltiţă (Bucureşti)

Cited in 2 Documents

MSC:

58J65 Diffusion processes and stochastic analysis on manifolds
60J65 Brownian motion
92C37 Cell biology
53C65 Integral geometry

Keywords:

narrow escape problem; mean sojourn time; Brownian motion

Citations:

Zbl 1252.35116
Cite Review PDF
Full Text: DOI arXiv

References:

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